oneapi::mkl::rng::multinomial

Intel® oneAPI Math Kernel Library (oneMKL) - Data Parallel C++ Developer Reference

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ID 772045

Date 12/16/2022

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oneapi::mkl::rng::multinomial

Generates multinomially distributed random numbers.

Description
API

Description

The oneapi::mkl::rng::multinomial class object is used in the oneapi::mkl::rng::generate function to provide multinomially distributed random numbers with ntrial independent trials and k possible mutually exclusive outcomes, with corresponding probabilities p_i, where p_i∈R; 0 ≤p_i≤ 1, m∈N, k∈N.

The probability distribution is given by:

Product and Performance Information
Performance varies by use, configuration, and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

API

Syntax

template<typename IntType = std::int32_t, typename Method = multinomial_method::by_default>
class multinomial {
public:
  using method_type = Method;
  using result_type = IntType;
  explicit multinomial(double ntrial, std::vector<double> p); // deprecated since oneMKL 2023.0
  explicit multinomial(double ntrial, sycl::span<double> p);
  explicit multinomial(const param_type& pt);
  std::int32_t ntrial() const;
  std::vector<double> p() const;
  param_type param() const;
  void param(const param_type& pt);
};

Devices supported: CPU and GPU

NOTE:

This distribution supports only input parameters (on GPU) that follow the condition

, where k is the probability vector length.

Include Files

oneapi/mkl/rng.hpp

Template Parameters

typename IntType = std::int32_t

Type of the produced values. The specific values are as follows:

std::int32_t

std::uint32_t

typename Method = oneapi::mkl::rng::multinomial_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::multinomial_method::poisson_icdf_based

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters

Name	Type	Description
ntrial	`std::int32_t`	Number of independent trials `m`.
p	`sycl::span<double>`	Probability vector of possible outcomes (length is `k`).

NOTE:

explicit multinomial(double ntrial, std::vector<double> p); is deprecated and will be removed in one of the next releases. Use explicit multinomial(double ntrial, sycl::span<double> p); instead.
When passing a sycl::span that is constructed over a user’s memory to the constructor, users must manage the memory under sycl::span by themselves. They must not destroy the memory while data are processed.

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Intel® oneAPI Math Kernel Library (oneMKL) - Data Parallel C++ Developer Reference

oneapi::mkl::rng::multinomial

Description

API